+67.2%
F vs TPR
+365.1%
-297.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.6% |
| 7D | -3.9% | -1.1% | -2.7% | -3.4% |
| 30D | -0.5% | +15.1% | -15.6% | -6.1% |
| 3M | -12.9% | -13.4% | +0.5% | -8.9% |
| 6M | +1.5% | +1.4% | +0.2% | -0.7% |
| YTD | -5.0% | +4.8% | -9.8% | -9.3% |
| 1Y | -7.3% | +29.2% | -36.5% | -19.0% |
| 3Y | +45.3% | +403.7% | -358.4% | -34.0% |
| 5Y | -15.8% | +230.8% | -246.6% | -55.4% |
| All | +67.2% | +365.1% | -297.9% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling